Timeline for Solving SDE's on subsets of $R^n$.
Current License: CC BY-SA 4.0
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| Apr 9, 2023 at 17:49 | history | edited | Glorfindel | CC BY-SA 4.0 |
broken link fixed
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| Mar 16, 2012 at 21:22 | comment | added | ShawnD | Interesting thought. I believe Lions and Snitzman is the stronger paper (and I think the strongest result using this approach for constructing reflecting diffusions--Dirichlet forms people can do more general domains though). I considered something like this, but it seems like too much work both (as you said) in that it seems like all this theory of reflecting boundary conditions is not really necessary to answer my question and in that it would require me to expend a lot of unnecessary effort (albeit interesting effort as these papers have been on my "to read" list) to learn the material. | |
| Mar 16, 2012 at 20:58 | history | answered | Paul Tupper | CC BY-SA 3.0 |